We have no connection with this material world. But somehow or other, we are attached to this material enjoyment and we have forgotten Krsna, we have forgotten our home, we have forgotten our real identity. Therefore Krsna says here, vita-raga-bhaya-krodhah [BG 2.56]. Vita-raga-bhaya-krodha man-maya mam upasritah [Bg. 4.10]. If somebody understands that "This is not my home. I am wandering in these foreign countries," that is knowledge. But those who have no knowledge, they think that they are this body.
Lecture on Bhagavad-gita 4.10, Calcutta, September 23, 1974